BCH vs. SCHG
BCH (Banco de Chile) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, BCH returned 13.58%/yr vs 18.65%/yr for SCHG. At a 0.35 correlation, their price movements are largely independent.
Performance
BCH vs. SCHG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BCH achieves a 9.45% return, which is significantly higher than SCHG's 1.35% return. Over the past 10 years, BCH has underperformed SCHG with an annualized return of 13.58%, while SCHG has yielded a comparatively higher 18.65% annualized return.
BCH
- 1D
- -2.20%
- 1M
- 4.39%
- YTD
- 9.45%
- 6M
- 9.88%
- 1Y
- 42.68%
- 3Y*
- 33.91%
- 5Y*
- 22.85%
- 10Y*
- 13.58%
SCHG
- 1D
- -1.37%
- 1M
- -3.93%
- YTD
- 1.35%
- 6M
- 0.09%
- 1Y
- 17.91%
- 3Y*
- 22.13%
- 5Y*
- 13.27%
- 10Y*
- 18.65%
BCH vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH Banco de Chile | 9.45% | 81.24% | 6.15% | 23.37% | 41.22% | -20.93% | 2.32% | -24.00% | -6.21% | 45.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.35% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between BCH and SCHG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.35 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCH vs. SCHG — Risk / Return Rank
BCH
SCHG
BCH vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCH | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.10 | +1.05 |
| Martin ratioReturn relative to average drawdown | 4.84 | 3.58 | +1.26 |
Loading charts...
Drawdowns
BCH vs. SCHG - Drawdown Comparison
The maximum BCH drawdown since its inception was -57.68%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BCH and SCHG.
Loading charts...
Drawdown Indicators
| BCH | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.68% | -34.59% | -23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -19.99% | -16.41% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.99% | -23.39% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | -34.59% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -57.68% | -34.59% | -23.09% |
Current DrawdownCurrent decline from peak | -10.29% | -6.46% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -5.20% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.84% | 5.02% | +3.82% |
Volatility
BCH vs. SCHG - Volatility Comparison
Banco de Chile (BCH) has a higher volatility of 8.74% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. This indicates that BCH's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCH | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 5.91% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.36% | 12.52% | +12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 16.24% | +14.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.43% | 22.38% | +6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.21% | 21.58% | +7.63% |
Dividends
BCH vs. SCHG - Dividend Comparison
BCH's dividend yield for the trailing twelve months is around 5.58%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCH Banco de Chile | 5.58% | 5.54% | 7.46% | 9.01% | 6.39% | 3.76% | 3.95% | 5.04% | 3.55% | 2.20% | 3.32% | 4.35% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
BCH and SCHG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH has higher volatility (8.74%) compared to SCHG (5.91%). In terms of maximum drawdown, BCH dropped -57.68% vs SCHG's -34.59%.
BCH currently has the higher Sharpe Ratio (1.42 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BCH and SCHG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer